Thursday, May 25, 2006

Comments about the inputs

Some of my readers asked me about the inputs that worked best for applying NN to the eur/usd. The answer would be:
--> raw prices OHCL performed poor in general even if lags were introduced
--> technical indicators enhanced the explanatory power of the models ( the best result so far has been 84% trend accuracy)
--> financial ratios, we need to try to use them; a recent article for example included 24 ratios about the Canadian stock market

1 comment:

Unknown said...

Respected sir,
I am working on a project which is stock market analysis using Neural Network. We are using Backpropagation algorithm and platform is MATLAB. we are stuck up with the code itself as we are not able to decide the inputs.If u could guide us for the same it would really be helpful.
Thanking u